Determination of the characteristic function of discrete-time conditional linear random process and its application
Михайло Євгенович Фриз, Bogdana Mlynko · Scientific journal of the Ternopil national technical university · 2023
The discrete-time conditional linear random process is defined, and its properties in the context of application for mathematical modelling of information signals in energy and medicine are analyzed. The relation to the continuous-time counterpart is considered on the basis of time sampling and aggregation. One-dimensional and multidimensional characteristic functions of discrete-time conditional linear random process are obtained using conditional characteristic function approach. The conditions for the investigated model to be strict sense stationary are justified.